Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 8.38% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,530 CHF | 62,265 CHF | 91.37% | 91.37% |
12/07/2024 | 8.36% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,959 CHF | 62,480 CHF | 94.22% | 94.22% |
11/07/2024 | 9.15% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 104,573 CHF | 57,286 CHF | 93.90% | 93.90% |
10/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,002 CHF | 60,001 CHF | 88.22% | 88.22% |
09/07/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,690 CHF | 55,845 CHF | 92.77% | 92.77% |
08/07/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,267 CHF | 64,133 CHF | 90.10% | 90.10% |
05/07/2024 | 7.81% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 123,486 CHF | 66,743 CHF | 98.59% | 98.59% |
04/07/2024 | 9.46% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,071 CHF | 55,536 CHF | 88.96% | 88.96% |
03/07/2024 | 10.17% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,600 CHF | 51,800 CHF | 94.47% | 94.47% |
02/07/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,433 CHF | 49,716 CHF | 95.43% | 95.43% |